+51.6%
MCO vs ALC
+4.4%
+47.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.2% | -2.9% | -1.0% |
| 7D | +0.5% | -1.1% | +1.6% | +0.9% |
| 30D | +9.8% | +16.0% | -6.2% | +3.5% |
| 3M | +4.3% | +0.8% | +3.5% | +3.8% |
| 6M | +16.5% | +16.8% | -0.4% | +9.2% |
| YTD | +0.1% | -5.5% | +5.6% | +1.6% |
| 1Y | +4.4% | -5.3% | +9.7% | +5.7% |
| 3Y | +51.6% | +4.1% | +47.5% | +49.6% |
| All | +51.6% | +4.4% | +47.2% | +49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ALC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling